Shanghai Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.11% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 13.84 | |
| 0.0879 | 30.73 | |
| 0.9099 | 336.87 | |
| 0.2224 | 8.31 |
Estimation Period:
May 21, 1992 to Feb 13, 2026
May 21, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices